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autocorrelation for circular variables?

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Mark Zarella

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Dec 25, 2003, 10:24:35 AM12/25/03
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Suppose I have angular data. How do I perform an autocorrelation on this
data taking into account the fact that 359 degrees, for example, is more
closely correlated to 0 degrees than would be revealed in a typical linear
correlation function? Would it be valid to replace products with dot
products in the integral? Any ideas or references would be greatly
appreciated.


Colin Andrew Percival

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Dec 25, 2003, 11:21:11 AM12/25/03
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In sci.stat.math Mark Zarella <zare...@twcnyremove.rr.comspam> wrote:
> Suppose I have angular data. How do I perform an autocorrelation on this
> data taking into account the fact that 359 degrees, for example, is more
> closely correlated to 0 degrees than would be revealed in a typical linear
> correlation function?

Map x -> exp(i x) before computing the autocorrelation.

Colin Percival

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